On the Existence and the Applications of Modified Equations for Stochastic Differential Equations (Q3095051): Difference between revisions

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On the Existence and the Applications of Modified Equations for Stochastic Differential Equations
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    On the Existence and the Applications of Modified Equations for Stochastic Differential Equations (English)
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    28 October 2011
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    stochastic differential equations
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    Langevin equation
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    weak convergence
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    harmonic oscillator
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    multiplicative noise
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    backward error analysis
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